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mysql installation - dazed and confused

For the last two days, I've been all over the net trying to get some answers to the following questions (see info below).

QUESTIONS:

1. Why can't I use the Start > Accessories > Command Prompt to
communicate with mysql

2. The book states that a successful install will present the user with both 'test' and 'mysql' databases; however all I have is a 'test' dbase

3. mySQLAdmin reads 'MyODBC Not Found Driver 3.5', is this a critical
failure?

4. The 'mysql.exe' allows me access to the 'test' database, but how
come I can't access the database using 'mysqld-nt.exe'? Isn't it the
console I am trying to install?

It certainly isn't as simple as the book makes it out to be. I would greatly appreciate somebody throwing me a rope.

Thanxs in Advance: Last Radius

I have been following along in Yank's book on Database Driven Websites, but the installation instructions are for earlier versions of PHP/MYSQL.
I am trying to configure php 4.3.8 and mysql 4.0.20d on XP PRO (IIS 5.1). The WinMySQLAdmin 1.4 has created a my.ini file, so I haven't had to manually configure the file - as K.Yank outlined in the book.

Okay, so I come to the section where I am told to open a command prompt (Start > Accessories > Command Prompt) and type the following commands:

C:\mysql\bin>mysqld-nt --install

This command is supposed to successfully install MySQL as a system service; however, none of these commands (below) work:

C:\Documents and Settings\Big Dog>C:\mysql\bin>mysqld-nt --install
... not recoginizes as an internal or external command ...

I can communicate with the 'test' database using the 'mysql.exe' and sucessfully created a table, however, when I open mysqld-nt.exe I am presented with a blank screen and I am unable to enter a command prompt - the window soon after automatically closes.